A known method of embedding auxiliary data in a PCM-coded information signal, also referred to as fragile watermarking, is disclosed in European Patent EP-B 0 205 200. In this prior-art method, the least significant bit of every nth signal sample is replaced by an auxiliary data bit. An improved variant of this embedding scheme is disclosed in European Patent Application EP-A 0 359 325. The least significant bit of a PCM sample is herein modified, depending not only on the actual auxiliary data bit, but also on one or more other bits of the same PCM sample.